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~isPartOf:"International review of financial analysis"
~person:"Batten, Jonathan A."
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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International review of financial analysis
International journal of theoretical and applied finance
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Journal of banking & finance
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Finance and stochastics
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Energy economics
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Review of derivatives research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
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2
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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